Home > Cross County Savings Bank > Securities
Cross County Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $27,823,000 | 3,271 |
| U.S. Government securities | $20,960,000 | 2,897 |
| U.S. Treasury securities | $5,839,000 | 1,742 |
| U.S. Government agency obligations | $15,121,000 | 2,889 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $6,863,000 | 1,209 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $6,863,000 | 814 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,405,000 | 3,060 |
| Mortgage-backed securities | $10,318,000 | 2,554 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,106,000 | 2,034 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $212,000 | 2,489 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $6,263,000 | 1,115 |
| Available-for-sale securities (fair market value) | $21,560,000 | 3,270 |
| Total debt securities | $27,823,000 | 3,247 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 302 |
| Fair value | $4,890,000 | 299 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $31,700,000 | 3,134 |
| U.S. Government securities | $24,445,000 | 2,713 |
| U.S. Treasury securities | $7,257,000 | 1,648 |
| U.S. Government agency obligations | $17,188,000 | 2,740 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $7,255,000 | 1,172 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $7,255,000 | 780 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,294,000 | 2,884 |
| Mortgage-backed securities | $10,418,000 | 2,528 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,199,000 | 2,017 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $219,000 | 2,471 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $6,338,000 | 1,123 |
| Available-for-sale securities (fair market value) | $25,362,000 | 3,116 |
| Total debt securities | $31,699,000 | 3,113 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 312 |
| Fair value | $4,824,000 | 297 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $32,066,000 | 3,173 |
| U.S. Government securities | $24,870,000 | 2,749 |
| U.S. Treasury securities | $5,763,000 | 1,816 |
| U.S. Government agency obligations | $19,107,000 | 2,689 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $7,196,000 | 1,192 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $7,196,000 | 795 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,000 | 3,942 |
| Mortgage-backed securities | $10,792,000 | 2,539 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,558,000 | 2,037 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $234,000 | 2,467 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $6,442,000 | 1,137 |
| Available-for-sale securities (fair market value) | $25,624,000 | 3,159 |
| Total debt securities | $32,066,000 | 3,150 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 335 |
| Fair value | $4,831,000 | 328 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $32,625,000 | 3,240 |
| U.S. Government securities | $25,363,000 | 2,806 |
| U.S. Treasury securities | $5,817,000 | 1,880 |
| U.S. Government agency obligations | $19,546,000 | 2,670 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $7,262,000 | 1,241 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $7,262,000 | 837 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,000 | 3,954 |
| Mortgage-backed securities | $11,121,000 | 2,565 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,871,000 | 2,054 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $250,000 | 2,498 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $6,509,000 | 1,167 |
| Available-for-sale securities (fair market value) | $26,116,000 | 3,213 |
| Total debt securities | $32,626,000 | 3,212 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 358 |
| Fair value | $4,867,000 | 351 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $32,529,000 | 3,282 |
| U.S. Government securities | $25,458,000 | 2,836 |
| U.S. Treasury securities | $5,740,000 | 1,931 |
| U.S. Government agency obligations | $19,718,000 | 2,652 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $7,071,000 | 1,274 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $7,071,000 | 856 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,000 | 3,932 |
| Mortgage-backed securities | $11,280,000 | 2,589 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,024,000 | 2,060 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $256,000 | 2,512 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $6,576,000 | 1,186 |
| Available-for-sale securities (fair market value) | $25,953,000 | 3,243 |
| Total debt securities | $32,528,000 | 3,255 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 380 |
| Fair value | $4,840,000 | 370 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $27,888,000 | 3,462 |
| U.S. Government securities | $20,767,000 | 3,097 |
| U.S. Treasury securities | $5,741,000 | 1,959 |
| U.S. Government agency obligations | $15,026,000 | 2,954 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $7,121,000 | 1,226 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $7,121,000 | 845 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,000 | 3,952 |
| Mortgage-backed securities | $11,482,000 | 2,577 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,207,000 | 2,054 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $275,000 | 2,523 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $6,642,000 | 1,168 |
| Available-for-sale securities (fair market value) | $21,246,000 | 3,428 |
| Total debt securities | $27,886,000 | 3,434 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 642 |
| Fair value | $1,875,000 | 660 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $23,326,000 | 3,653 |
| U.S. Government securities | $16,069,000 | 3,390 |
| U.S. Treasury securities | $1,891,000 | 2,518 |
| U.S. Government agency obligations | $14,178,000 | 3,041 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $7,257,000 | 1,148 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $7,257,000 | 853 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $138,000 | 3,971 |
| Mortgage-backed securities | $12,010,000 | 2,601 |
| Certificates of participation in pools of residential mortgages | $11,701,000 | 2,119 |
| Issued or guaranteed by U.S. | $11,701,000 | 2,067 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $309,000 | 2,607 |
| CMOs issued by government agencies or sponsored agencies | $309,000 | 2,536 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $6,713,000 | 1,089 |
| Available-for-sale securities (fair market value) | $16,613,000 | 3,663 |
| Total debt securities | $23,325,000 | 3,634 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 622 |
| Fair value | $1,893,000 | 649 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $19,840,000 | 3,749 |
| U.S. Government securities | $13,367,000 | 3,503 |
| U.S. Treasury securities | $934,000 | 2,502 |
| U.S. Government agency obligations | $12,433,000 | 3,156 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $6,473,000 | 1,182 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $6,473,000 | 880 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $162,000 | 3,990 |
| Mortgage-backed securities | $11,088,000 | 2,687 |
| Certificates of participation in pools of residential mortgages | $10,734,000 | 2,227 |
| Issued or guaranteed by U.S. | $10,734,000 | 2,177 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $354,000 | 2,583 |
| CMOs issued by government agencies or sponsored agencies | $354,000 | 2,512 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $6,774,000 | 989 |
| Available-for-sale securities (fair market value) | $13,066,000 | 3,798 |
| Total debt securities | $19,842,000 | 3,730 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 740 |
| Fair value | $951,000 | 800 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $20,868,000 | 3,653 |
| U.S. Government securities | $14,200,000 | 3,290 |
| U.S. Treasury securities | $991,000 | 2,000 |
| U.S. Government agency obligations | $13,209,000 | 3,061 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $6,668,000 | 1,148 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $6,668,000 | 826 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $195,000 | 4,012 |
| Mortgage-backed securities | $11,674,000 | 2,643 |
| Certificates of participation in pools of residential mortgages | $11,256,000 | 2,177 |
| Issued or guaranteed by U.S. | $11,256,000 | 2,113 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $418,000 | 2,534 |
| CMOs issued by government agencies or sponsored agencies | $418,000 | 2,475 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $6,943,000 | 872 |
| Available-for-sale securities (fair market value) | $13,925,000 | 3,732 |
| Total debt securities | $20,867,000 | 3,633 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 656 |
| Fair value | $962,000 | 758 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $16,917,000 | 3,796 |
| U.S. Government securities | $10,095,000 | 3,546 |
| U.S. Treasury securities | $1,005,000 | 1,763 |
| U.S. Government agency obligations | $9,090,000 | 3,384 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $6,822,000 | 1,086 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $6,822,000 | 766 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $225,000 | 4,032 |
| Mortgage-backed securities | $7,415,000 | 2,986 |
| Certificates of participation in pools of residential mortgages | $6,934,000 | 2,597 |
| Issued or guaranteed by U.S. | $6,934,000 | 2,525 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $481,000 | 2,537 |
| CMOs issued by government agencies or sponsored agencies | $481,000 | 2,478 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $2,420,000 | 1,146 |
| Available-for-sale securities (fair market value) | $14,497,000 | 3,707 |
| Total debt securities | $16,916,000 | 3,774 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 586 |
| Fair value | $974,000 | 674 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $17,674,000 | 3,727 |
| U.S. Government securities | $10,822,000 | 3,453 |
| U.S. Treasury securities | $1,004,000 | 1,658 |
| U.S. Government agency obligations | $9,818,000 | 3,309 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $6,852,000 | 1,054 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $6,852,000 | 719 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,000 | 4,065 |
| Mortgage-backed securities | $7,965,000 | 2,934 |
| Certificates of participation in pools of residential mortgages | $7,426,000 | 2,521 |
| Issued or guaranteed by U.S. | $7,426,000 | 2,447 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $539,000 | 2,485 |
| CMOs issued by government agencies or sponsored agencies | $539,000 | 2,433 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $2,657,000 | 1,101 |
| Available-for-sale securities (fair market value) | $15,017,000 | 3,653 |
| Total debt securities | $17,675,000 | 3,702 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 511 |
| Fair value | $993,000 | 577 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $12,914,000 | 3,909 |
| U.S. Government securities | $8,546,000 | 3,532 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $8,546,000 | 3,357 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $4,368,000 | 1,206 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $4,368,000 | 849 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $287,000 | 4,068 |
| Mortgage-backed securities | $6,608,000 | 3,016 |
| Certificates of participation in pools of residential mortgages | $5,992,000 | 2,629 |
| Issued or guaranteed by U.S. | $5,992,000 | 2,554 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $616,000 | 2,421 |
| CMOs issued by government agencies or sponsored agencies | $616,000 | 2,373 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $3,037,000 | 1,043 |
| Available-for-sale securities (fair market value) | $9,877,000 | 3,877 |
| Total debt securities | $12,913,000 | 3,883 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 361 |
| Fair value | $973,000 | 418 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $13,559,000 | 3,801 |
| U.S. Government securities | $9,207,000 | 3,360 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $9,207,000 | 3,208 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $4,352,000 | 1,147 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $4,352,000 | 807 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $320,000 | 4,075 |
| Mortgage-backed securities | $7,100,000 | 2,924 |
| Certificates of participation in pools of residential mortgages | $6,420,000 | 2,497 |
| Issued or guaranteed by U.S. | $6,420,000 | 2,426 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $680,000 | 2,418 |
| CMOs issued by government agencies or sponsored agencies | $680,000 | 2,368 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $3,201,000 | 1,002 |
| Available-for-sale securities (fair market value) | $10,358,000 | 3,778 |
| Total debt securities | $13,560,000 | 3,778 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 195 |
| Fair value | $927,000 | 233 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $17,370,000 | 3,510 |
| U.S. Government securities | $12,998,000 | 2,984 |
| U.S. Treasury securities | $3,011,000 | 715 |
| U.S. Government agency obligations | $9,987,000 | 3,107 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $4,372,000 | 1,092 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $4,372,000 | 755 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,373,000 | 3,415 |
| Mortgage-backed securities | $7,779,000 | 2,851 |
| Certificates of participation in pools of residential mortgages | $6,986,000 | 2,416 |
| Issued or guaranteed by U.S. | $6,986,000 | 2,340 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $793,000 | 2,394 |
| CMOs issued by government agencies or sponsored agencies | $793,000 | 2,346 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $3,496,000 | 972 |
| Available-for-sale securities (fair market value) | $13,874,000 | 3,497 |
| Total debt securities | $17,371,000 | 3,487 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 190 |
| Fair value | $925,000 | 229 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $18,113,000 | 3,429 |
| U.S. Government securities | $13,847,000 | 2,926 |
| U.S. Treasury securities | $3,027,000 | 744 |
| U.S. Government agency obligations | $10,820,000 | 3,022 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $4,266,000 | 1,046 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $4,266,000 | 736 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,446,000 | 3,426 |
| Mortgage-backed securities | $8,537,000 | 2,767 |
| Certificates of participation in pools of residential mortgages | $7,598,000 | 2,300 |
| Issued or guaranteed by U.S. | $7,598,000 | 2,233 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $939,000 | 2,364 |
| CMOs issued by government agencies or sponsored agencies | $939,000 | 2,322 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $3,824,000 | 958 |
| Available-for-sale securities (fair market value) | $14,289,000 | 3,470 |
| Total debt securities | $18,112,000 | 3,403 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 210 |
| Fair value | $919,000 | 256 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $17,795,000 | 3,445 |
| U.S. Government securities | $15,507,000 | 2,796 |
| U.S. Treasury securities | $3,046,000 | 756 |
| U.S. Government agency obligations | $12,461,000 | 2,937 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $2,288,000 | 1,257 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $2,288,000 | 901 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,508,000 | 3,420 |
| Mortgage-backed securities | $9,101,000 | 2,733 |
| Certificates of participation in pools of residential mortgages | $8,045,000 | 2,259 |
| Issued or guaranteed by U.S. | $8,045,000 | 2,186 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,056,000 | 2,321 |
| CMOs issued by government agencies or sponsored agencies | $1,056,000 | 2,274 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $3,891,000 | 963 |
| Available-for-sale securities (fair market value) | $13,904,000 | 3,474 |
| Total debt securities | $17,795,000 | 3,420 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 287 |
| Fair value | $911,000 | 367 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $22,152,000 | 3,240 |
| U.S. Government securities | $19,797,000 | 2,586 |
| U.S. Treasury securities | $3,025,000 | 791 |
| U.S. Government agency obligations | $16,772,000 | 2,632 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $2,355,000 | 1,211 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $2,355,000 | 861 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,505,000 | 3,488 |
| Mortgage-backed securities | $9,405,000 | 2,676 |
| Certificates of participation in pools of residential mortgages | $8,290,000 | 2,164 |
| Issued or guaranteed by U.S. | $8,290,000 | 2,106 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,115,000 | 2,314 |
| CMOs issued by government agencies or sponsored agencies | $1,115,000 | 2,270 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $3,939,000 | 1,001 |
| Available-for-sale securities (fair market value) | $18,213,000 | 3,235 |
| Total debt securities | $22,151,000 | 3,218 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 399 |
| Fair value | $903,000 | 493 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $26,527,000 | 3,056 |
| U.S. Government securities | $23,190,000 | 2,400 |
| U.S. Treasury securities | $5,029,000 | 655 |
| U.S. Government agency obligations | $18,161,000 | 2,580 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $3,337,000 | 1,070 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,337,000 | 739 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,535,000 | 3,188 |
| Mortgage-backed securities | $10,018,000 | 2,595 |
| Certificates of participation in pools of residential mortgages | $8,822,000 | 2,090 |
| Issued or guaranteed by U.S. | $8,822,000 | 2,028 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,196,000 | 2,312 |
| CMOs issued by government agencies or sponsored agencies | $1,196,000 | 2,270 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $4,154,000 | 1,037 |
| Available-for-sale securities (fair market value) | $22,373,000 | 3,030 |
| Total debt securities | $26,526,000 | 3,041 |
| Structured notes | ||
| Amortized cost | $2,616,000 | 323 |
| Fair value | $2,517,000 | 322 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $26,999,000 | 3,059 |
| U.S. Government securities | $23,686,000 | 2,407 |
| U.S. Treasury securities | $5,040,000 | 651 |
| U.S. Government agency obligations | $18,646,000 | 2,587 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $3,313,000 | 1,058 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $3,313,000 | 741 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,576,000 | 3,233 |
| Mortgage-backed securities | $10,501,000 | 2,577 |
| Certificates of participation in pools of residential mortgages | $9,221,000 | 2,036 |
| Issued or guaranteed by U.S. | $9,221,000 | 1,995 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,280,000 | 2,274 |
| CMOs issued by government agencies or sponsored agencies | $1,280,000 | 2,227 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $4,293,000 | 1,073 |
| Available-for-sale securities (fair market value) | $22,706,000 | 3,055 |
| Total debt securities | $26,999,000 | 3,040 |
| Structured notes | ||
| Amortized cost | $2,616,000 | 362 |
| Fair value | $2,514,000 | 363 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $26,061,000 | 3,171 |
| U.S. Government securities | $22,761,000 | 2,505 |
| U.S. Treasury securities | $5,018,000 | 663 |
| U.S. Government agency obligations | $17,743,000 | 2,682 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $3,300,000 | 1,060 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,300,000 | 740 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,576,000 | 3,291 |
| Mortgage-backed securities | $9,711,000 | 2,634 |
| Certificates of participation in pools of residential mortgages | $8,364,000 | 2,158 |
| Issued or guaranteed by U.S. | $8,364,000 | 2,110 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,347,000 | 2,261 |
| CMOs issued by government agencies or sponsored agencies | $1,347,000 | 2,211 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $3,169,000 | 1,174 |
| Available-for-sale securities (fair market value) | $22,892,000 | 3,081 |
| Total debt securities | $26,062,000 | 3,151 |
| Structured notes | ||
| Amortized cost | $2,616,000 | 371 |
| Fair value | $2,486,000 | 374 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $27,335,000 | 3,113 |
| U.S. Government securities | $23,094,000 | 2,501 |
| U.S. Treasury securities | $5,017,000 | 659 |
| U.S. Government agency obligations | $18,077,000 | 2,671 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $4,241,000 | 909 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $4,241,000 | 653 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,599,000 | 3,319 |
| Mortgage-backed securities | $10,047,000 | 2,607 |
| Certificates of participation in pools of residential mortgages | $8,631,000 | 2,129 |
| Issued or guaranteed by U.S. | $8,631,000 | 2,096 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,416,000 | 2,246 |
| CMOs issued by government agencies or sponsored agencies | $1,416,000 | 2,195 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $3,209,000 | 1,209 |
| Available-for-sale securities (fair market value) | $24,126,000 | 3,055 |
| Total debt securities | $27,336,000 | 3,098 |
| Structured notes | ||
| Amortized cost | $2,616,000 | 382 |
| Fair value | $2,472,000 | 387 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $27,815,000 | 3,112 |
| U.S. Government securities | $23,515,000 | 2,490 |
| U.S. Treasury securities | $5,002,000 | 641 |
| U.S. Government agency obligations | $18,513,000 | 2,670 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $4,300,000 | 886 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $4,300,000 | 647 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,617,000 | 3,341 |
| Mortgage-backed securities | $10,551,000 | 2,574 |
| Certificates of participation in pools of residential mortgages | $9,057,000 | 2,103 |
| Issued or guaranteed by U.S. | $9,057,000 | 2,091 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,494,000 | 2,217 |
| CMOs issued by government agencies or sponsored agencies | $1,494,000 | 2,166 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $3,248,000 | 1,225 |
| Available-for-sale securities (fair market value) | $24,567,000 | 3,037 |
| Total debt securities | $27,814,000 | 3,089 |
| Structured notes | ||
| Amortized cost | $2,616,000 | 378 |
| Fair value | $2,443,000 | 386 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $28,728,000 | 3,101 |
| U.S. Government securities | $24,404,000 | 2,443 |
| U.S. Treasury securities | $5,026,000 | 609 |
| U.S. Government agency obligations | $19,378,000 | 2,616 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $4,324,000 | 1,016 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $4,324,000 | 653 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,704,000 | 3,372 |
| Mortgage-backed securities | $11,170,000 | 2,564 |
| Certificates of participation in pools of residential mortgages | $9,520,000 | 2,113 |
| Issued or guaranteed by U.S. | $9,520,000 | 2,018 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,650,000 | 2,193 |
| CMOs issued by government agencies or sponsored agencies | $1,650,000 | 2,139 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $3,287,000 | 1,240 |
| Available-for-sale securities (fair market value) | $25,441,000 | 3,021 |
| Total debt securities | $28,728,000 | 3,082 |
| Structured notes | ||
| Amortized cost | $2,616,000 | 380 |
| Fair value | $2,474,000 | 385 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $32,564,000 | 2,963 |
| U.S. Government securities | $25,216,000 | 2,465 |
| U.S. Treasury securities | $5,051,000 | 584 |
| U.S. Government agency obligations | $20,165,000 | 2,647 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $7,348,000 | 684 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $7,348,000 | 505 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,796,000 | 3,403 |
| Mortgage-backed securities | $11,772,000 | 2,512 |
| Certificates of participation in pools of residential mortgages | $9,947,000 | 2,105 |
| Issued or guaranteed by U.S. | $9,947,000 | 2,103 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,825,000 | 2,132 |
| CMOs issued by government agencies or sponsored agencies | $1,825,000 | 2,075 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $3,325,000 | 1,268 |
| Available-for-sale securities (fair market value) | $29,239,000 | 2,885 |
| Total debt securities | $32,563,000 | 2,942 |
| Structured notes | ||
| Amortized cost | $2,616,000 | 370 |
| Fair value | $2,479,000 | 373 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $33,783,000 | 2,924 |
| U.S. Government securities | $26,407,000 | 2,410 |
| U.S. Treasury securities | $5,108,000 | 557 |
| U.S. Government agency obligations | $21,299,000 | 2,582 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $7,376,000 | 678 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $7,376,000 | 497 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,932,000 | 3,438 |
| Mortgage-backed securities | $12,586,000 | 2,470 |
| Certificates of participation in pools of residential mortgages | $10,565,000 | 2,085 |
| Issued or guaranteed by U.S. | $10,565,000 | 2,084 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,021,000 | 2,061 |
| CMOs issued by government agencies or sponsored agencies | $2,021,000 | 2,002 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $3,364,000 | 1,295 |
| Available-for-sale securities (fair market value) | $30,419,000 | 2,878 |
| Total debt securities | $33,783,000 | 2,905 |
| Structured notes | ||
| Amortized cost | $2,616,000 | 372 |
| Fair value | $2,497,000 | 372 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $35,858,000 | 2,861 |
| U.S. Government securities | $27,410,000 | 2,383 |
| U.S. Treasury securities | $5,170,000 | 530 |
| U.S. Government agency obligations | $22,240,000 | 2,558 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $8,448,000 | 640 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $8,448,000 | 480 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,065,000 | 3,464 |
| Mortgage-backed securities | $13,343,000 | 2,435 |
| Certificates of participation in pools of residential mortgages | $11,118,000 | 2,056 |
| Issued or guaranteed by U.S. | $11,118,000 | 2,055 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,225,000 | 2,034 |
| CMOs issued by government agencies or sponsored agencies | $2,225,000 | 1,974 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $3,447,000 | 1,329 |
| Available-for-sale securities (fair market value) | $32,411,000 | 2,797 |
| Total debt securities | $35,858,000 | 2,842 |
| Structured notes | ||
| Amortized cost | $2,616,000 | 387 |
| Fair value | $2,520,000 | 389 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $36,846,000 | 2,862 |
| U.S. Government securities | $28,365,000 | 2,386 |
| U.S. Treasury securities | $5,185,000 | 543 |
| U.S. Government agency obligations | $23,180,000 | 2,549 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $8,481,000 | 655 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $8,481,000 | 496 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,150,000 | 3,470 |
| Mortgage-backed securities | $14,176,000 | 2,386 |
| Certificates of participation in pools of residential mortgages | $11,732,000 | 2,044 |
| Issued or guaranteed by U.S. | $11,732,000 | 2,043 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,444,000 | 2,021 |
| CMOs issued by government agencies or sponsored agencies | $2,444,000 | 1,955 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $3,491,000 | 1,347 |
| Available-for-sale securities (fair market value) | $33,355,000 | 2,793 |
| Total debt securities | $36,845,000 | 2,842 |
| Structured notes | ||
| Amortized cost | $2,616,000 | 400 |
| Fair value | $2,508,000 | 404 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $36,691,000 | 2,912 |
| U.S. Government securities | $28,203,000 | 2,399 |
| U.S. Treasury securities | $5,196,000 | 574 |
| U.S. Government agency obligations | $23,007,000 | 2,591 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $8,488,000 | 659 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $8,488,000 | 496 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,227,000 | 3,485 |
| Mortgage-backed securities | $14,995,000 | 2,359 |
| Certificates of participation in pools of residential mortgages | $12,346,000 | 2,022 |
| Issued or guaranteed by U.S. | $12,346,000 | 2,022 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,649,000 | 1,984 |
| CMOs issued by government agencies or sponsored agencies | $2,649,000 | 1,919 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $3,535,000 | 1,367 |
| Available-for-sale securities (fair market value) | $33,156,000 | 2,826 |
| Total debt securities | $36,691,000 | 2,891 |
| Structured notes | ||
| Amortized cost | $2,616,000 | 426 |
| Fair value | $2,494,000 | 433 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $36,062,000 | 2,910 |
| U.S. Government securities | $27,512,000 | 2,433 |
| U.S. Treasury securities | $5,209,000 | 564 |
| U.S. Government agency obligations | $22,303,000 | 2,606 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $8,550,000 | 648 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $8,550,000 | 480 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,329,000 | 3,486 |
| Mortgage-backed securities | $14,135,000 | 2,405 |
| Certificates of participation in pools of residential mortgages | $11,239,000 | 2,134 |
| Issued or guaranteed by U.S. | $11,239,000 | 2,133 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,896,000 | 1,920 |
| CMOs issued by government agencies or sponsored agencies | $2,896,000 | 1,853 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $1,836,000 | 1,586 |
| Available-for-sale securities (fair market value) | $34,226,000 | 2,749 |
| Total debt securities | $36,063,000 | 2,892 |
| Structured notes | ||
| Amortized cost | $2,616,000 | 414 |
| Fair value | $2,531,000 | 416 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $37,873,000 | 2,818 |
| U.S. Government securities | $29,294,000 | 2,329 |
| U.S. Treasury securities | $5,331,000 | 495 |
| U.S. Government agency obligations | $23,963,000 | 2,517 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $8,579,000 | 650 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $8,579,000 | 484 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,571,000 | 3,478 |
| Mortgage-backed securities | $15,170,000 | 2,341 |
| Certificates of participation in pools of residential mortgages | $11,943,000 | 2,091 |
| Issued or guaranteed by U.S. | $11,943,000 | 2,091 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,227,000 | 1,877 |
| CMOs issued by government agencies or sponsored agencies | $3,227,000 | 1,808 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $1,848,000 | 1,602 |
| Available-for-sale securities (fair market value) | $36,025,000 | 2,654 |
| Total debt securities | $37,873,000 | 2,802 |
| Structured notes | ||
| Amortized cost | $2,615,000 | 397 |
| Fair value | $2,532,000 | 405 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $42,047,000 | 2,698 |
| U.S. Government securities | $33,435,000 | 2,186 |
| U.S. Treasury securities | $5,388,000 | 506 |
| U.S. Government agency obligations | $28,047,000 | 2,363 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $8,612,000 | 658 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $8,612,000 | 483 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,094,000 | 3,448 |
| Mortgage-backed securities | $16,273,000 | 2,293 |
| Certificates of participation in pools of residential mortgages | $12,734,000 | 2,041 |
| Issued or guaranteed by U.S. | $12,734,000 | 2,037 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,539,000 | 1,848 |
| CMOs issued by government agencies or sponsored agencies | $3,539,000 | 1,779 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $1,860,000 | 1,654 |
| Available-for-sale securities (fair market value) | $40,187,000 | 2,530 |
| Total debt securities | $42,047,000 | 2,677 |
| Structured notes | ||
| Amortized cost | $2,615,000 | 459 |
| Fair value | $2,559,000 | 463 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $50,848,000 | 2,410 |
| U.S. Government securities | $40,685,000 | 1,967 |
| U.S. Treasury securities | $5,315,000 | 514 |
| U.S. Government agency obligations | $35,370,000 | 2,078 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $7,530,000 | 706 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $7,530,000 | 517 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,633,000 | 343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,408,000 | 2,592 |
| Mortgage-backed securities | $17,285,000 | 2,243 |
| Certificates of participation in pools of residential mortgages | $13,473,000 | 1,988 |
| Issued or guaranteed by U.S. | $13,473,000 | 1,986 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,812,000 | 1,802 |
| CMOs issued by government agencies or sponsored agencies | $3,812,000 | 1,731 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,982,000 | 1,671 |
| Available-for-sale securities (fair market value) | $48,866,000 | 2,258 |
| Total debt securities | $48,221,000 | 2,497 |
| Structured notes | ||
| Amortized cost | $1,614,000 | 744 |
| Fair value | $1,515,000 | 752 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $55,462,000 | 2,278 |
| U.S. Government securities | $45,186,000 | 1,824 |
| U.S. Treasury securities | $5,270,000 | 548 |
| U.S. Government agency obligations | $39,916,000 | 1,921 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $7,651,000 | 683 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $7,651,000 | 499 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,625,000 | 350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,119,000 | 2,300 |
| Mortgage-backed securities | $18,063,000 | 2,200 |
| Certificates of participation in pools of residential mortgages | $14,022,000 | 1,951 |
| Issued or guaranteed by U.S. | $14,022,000 | 1,949 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,041,000 | 1,782 |
| CMOs issued by government agencies or sponsored agencies | $4,041,000 | 1,717 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,994,000 | 1,701 |
| Available-for-sale securities (fair market value) | $53,468,000 | 2,131 |
| Total debt securities | $52,841,000 | 2,341 |
| Structured notes | ||
| Amortized cost | $1,614,000 | 860 |
| Fair value | $1,551,000 | 865 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $56,677,000 | 2,269 |
| U.S. Government securities | $46,247,000 | 1,816 |
| U.S. Treasury securities | $5,326,000 | 512 |
| U.S. Government agency obligations | $40,921,000 | 1,915 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $7,788,000 | 684 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $7,788,000 | 493 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $2,642,000 | 357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,102,000 | 2,309 |
| Mortgage-backed securities | $19,059,000 | 2,155 |
| Certificates of participation in pools of residential mortgages | $14,721,000 | 1,910 |
| Issued or guaranteed by U.S. | $14,721,000 | 1,909 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,338,000 | 1,755 |
| CMOs issued by government agencies or sponsored agencies | $4,338,000 | 1,693 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $2,007,000 | 1,691 |
| Available-for-sale securities (fair market value) | $54,670,000 | 2,116 |
| Total debt securities | $54,029,000 | 2,328 |
| Structured notes | ||
| Amortized cost | $1,613,000 | 984 |
| Fair value | $1,596,000 | 989 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $57,402,000 | 2,293 |
| U.S. Government securities | $47,000,000 | 1,866 |
| U.S. Treasury securities | $5,274,000 | 524 |
| U.S. Government agency obligations | $41,726,000 | 1,961 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $7,757,000 | 680 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $7,757,000 | 484 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,645,000 | 358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,902,000 | 2,350 |
| Mortgage-backed securities | $20,084,000 | 2,149 |
| Certificates of participation in pools of residential mortgages | $15,431,000 | 1,912 |
| Issued or guaranteed by U.S. | $15,431,000 | 1,912 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,653,000 | 1,767 |
| CMOs issued by government agencies or sponsored agencies | $4,653,000 | 1,702 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $2,019,000 | 1,718 |
| Available-for-sale securities (fair market value) | $55,383,000 | 2,139 |
| Total debt securities | $54,757,000 | 2,338 |
| Structured notes | ||
| Amortized cost | $1,613,000 | 1,102 |
| Fair value | $1,548,000 | 1,112 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $58,930,000 | 2,287 |
| U.S. Government securities | $49,418,000 | 1,825 |
| U.S. Treasury securities | $5,365,000 | 520 |
| U.S. Government agency obligations | $44,053,000 | 1,918 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $6,852,000 | 735 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $6,852,000 | 530 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $2,660,000 | 359 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,665,000 | 2,322 |
| Mortgage-backed securities | $21,546,000 | 2,115 |
| Certificates of participation in pools of residential mortgages | $16,492,000 | 1,875 |
| Issued or guaranteed by U.S. | $16,492,000 | 1,875 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $5,054,000 | 1,745 |
| CMOs issued by government agencies or sponsored agencies | $5,054,000 | 1,682 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $2,130,000 | 1,701 |
| Available-for-sale securities (fair market value) | $56,800,000 | 2,125 |
| Total debt securities | $56,270,000 | 2,343 |
| Structured notes | ||
| Amortized cost | $612,000 | 1,627 |
| Fair value | $594,000 | 1,634 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $63,604,000 | 2,188 |
| U.S. Government securities | $54,103,000 | 1,686 |
| U.S. Treasury securities | $8,302,000 | 433 |
| U.S. Government agency obligations | $45,801,000 | 1,876 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $6,844,000 | 734 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $6,844,000 | 527 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,657,000 | 355 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,422,000 | 2,358 |
| Mortgage-backed securities | $22,583,000 | 2,095 |
| Certificates of participation in pools of residential mortgages | $17,219,000 | 1,861 |
| Issued or guaranteed by U.S. | $17,219,000 | 1,859 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,364,000 | 1,742 |
| CMOs issued by government agencies or sponsored agencies | $5,364,000 | 1,671 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $2,143,000 | 1,726 |
| Available-for-sale securities (fair market value) | $61,461,000 | 2,021 |
| Total debt securities | $60,947,000 | 2,231 |
| Structured notes | ||
| Amortized cost | $1,612,000 | 1,239 |
| Fair value | $1,569,000 | 1,246 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $64,222,000 | 2,196 |
| U.S. Government securities | $54,655,000 | 1,718 |
| U.S. Treasury securities | $8,270,000 | 422 |
| U.S. Government agency obligations | $46,385,000 | 1,889 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $6,916,000 | 759 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $6,916,000 | 536 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $2,651,000 | 358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,987,000 | 2,407 |
| Mortgage-backed securities | $23,696,000 | 2,087 |
| Certificates of participation in pools of residential mortgages | $17,982,000 | 1,874 |
| Issued or guaranteed by U.S. | $17,982,000 | 1,873 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,714,000 | 1,725 |
| CMOs issued by government agencies or sponsored agencies | $5,714,000 | 1,654 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $2,155,000 | 1,739 |
| Available-for-sale securities (fair market value) | $62,067,000 | 2,026 |
| Total debt securities | $61,571,000 | 2,240 |
| Structured notes | ||
| Amortized cost | $1,611,000 | 1,334 |
| Fair value | $1,530,000 | 1,347 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $67,415,000 | 2,119 |
| U.S. Government securities | $55,826,000 | 1,698 |
| U.S. Treasury securities | $8,299,000 | 388 |
| U.S. Government agency obligations | $47,527,000 | 1,883 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $6,428,000 | 815 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $6,428,000 | 579 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $5,161,000 | 245 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,964,000 | 2,404 |
| Mortgage-backed securities | $24,960,000 | 2,062 |
| Certificates of participation in pools of residential mortgages | $18,870,000 | 1,847 |
| Issued or guaranteed by U.S. | $18,870,000 | 1,845 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,090,000 | 1,697 |
| CMOs issued by government agencies or sponsored agencies | $6,090,000 | 1,626 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $2,168,000 | 1,757 |
| Available-for-sale securities (fair market value) | $65,247,000 | 1,952 |
| Total debt securities | $62,254,000 | 2,225 |
| Structured notes | ||
| Amortized cost | $1,611,000 | 1,379 |
| Fair value | $1,512,000 | 1,396 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $71,962,000 | 2,021 |
| U.S. Government securities | $55,498,000 | 1,722 |
| U.S. Treasury securities | $8,285,000 | 368 |
| U.S. Government agency obligations | $47,213,000 | 1,934 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $6,908,000 | 793 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $6,908,000 | 566 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $9,556,000 | 175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,578,000 | 2,455 |
| Mortgage-backed securities | $25,147,000 | 2,059 |
| Certificates of participation in pools of residential mortgages | $18,679,000 | 1,840 |
| Issued or guaranteed by U.S. | $18,679,000 | 1,839 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,468,000 | 1,667 |
| CMOs issued by government agencies or sponsored agencies | $6,468,000 | 1,594 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $2,180,000 | 1,756 |
| Available-for-sale securities (fair market value) | $69,782,000 | 1,859 |
| Total debt securities | $62,406,000 | 2,244 |
| Structured notes | ||
| Amortized cost | $1,610,000 | 1,389 |
| Fair value | $1,481,000 | 1,424 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $72,641,000 | 1,997 |
| U.S. Government securities | $56,149,000 | 1,690 |
| U.S. Treasury securities | $8,297,000 | 337 |
| U.S. Government agency obligations | $47,852,000 | 1,891 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $6,931,000 | 821 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $6,931,000 | 569 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $9,561,000 | 176 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,370,000 | 4,927 |
| Mortgage-backed securities | $26,225,000 | 2,026 |
| Certificates of participation in pools of residential mortgages | $19,434,000 | 1,797 |
| Issued or guaranteed by U.S. | $19,434,000 | 1,796 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,791,000 | 1,644 |
| CMOs issued by government agencies or sponsored agencies | $6,791,000 | 1,561 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $2,194,000 | 1,746 |
| Available-for-sale securities (fair market value) | $70,447,000 | 1,830 |
| Total debt securities | $63,080,000 | 2,214 |
| Structured notes | ||
| Amortized cost | $1,610,000 | 1,371 |
| Fair value | $1,446,000 | 1,422 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $75,028,000 | 1,958 |
| U.S. Government securities | $58,509,000 | 1,645 |
| U.S. Treasury securities | $8,362,000 | 331 |
| U.S. Government agency obligations | $50,147,000 | 1,823 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $6,918,000 | 851 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $6,918,000 | 582 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $9,601,000 | 177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,420,000 | 4,968 |
| Mortgage-backed securities | $27,588,000 | 1,964 |
| Certificates of participation in pools of residential mortgages | $20,473,000 | 1,753 |
| Issued or guaranteed by U.S. | $20,473,000 | 1,750 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,115,000 | 1,629 |
| CMOs issued by government agencies or sponsored agencies | $7,115,000 | 1,542 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $2,205,000 | 1,721 |
| Available-for-sale securities (fair market value) | $72,823,000 | 1,798 |
| Total debt securities | $65,427,000 | 2,160 |
| Structured notes | ||
| Amortized cost | $1,609,000 | 1,364 |
| Fair value | $1,463,000 | 1,406 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $82,102,000 | 1,796 |
| U.S. Government securities | $61,173,000 | 1,577 |
| U.S. Treasury securities | $8,448,000 | 324 |
| U.S. Government agency obligations | $52,725,000 | 1,736 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $6,957,000 | 865 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $6,957,000 | 597 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $13,972,000 | 116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,611,000 | 4,919 |
| Mortgage-backed securities | $28,935,000 | 1,888 |
| Certificates of participation in pools of residential mortgages | $21,182,000 | 1,708 |
| Issued or guaranteed by U.S. | $21,182,000 | 1,706 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,753,000 | 1,586 |
| CMOs issued by government agencies or sponsored agencies | $7,753,000 | 1,502 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $2,217,000 | 1,659 |
| Available-for-sale securities (fair market value) | $79,885,000 | 1,649 |
| Total debt securities | $68,130,000 | 2,081 |
| Structured notes | ||
| Amortized cost | $1,609,000 | 1,339 |
| Fair value | $1,546,000 | 1,344 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $84,594,000 | 1,773 |
| U.S. Government securities | $62,231,000 | 1,589 |
| U.S. Treasury securities | $8,650,000 | 333 |
| U.S. Government agency obligations | $53,581,000 | 1,742 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $7,109,000 | 865 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $7,109,000 | 589 |
| Foreign debt securities | $1,089,000 | 163 |
| Equity securities | $14,165,000 | 118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,881,000 | 4,896 |
| Mortgage-backed securities | $29,449,000 | 1,914 |
| Certificates of participation in pools of residential mortgages | $20,850,000 | 1,769 |
| Issued or guaranteed by U.S. | $20,850,000 | 1,768 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,599,000 | 1,563 |
| CMOs issued by government agencies or sponsored agencies | $8,599,000 | 1,469 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $165,000 | 2,331 |
| Available-for-sale securities (fair market value) | $84,429,000 | 1,615 |
| Total debt securities | $70,429,000 | 2,046 |
| Structured notes | ||
| Amortized cost | $1,608,000 | 1,367 |
| Fair value | $1,595,000 | 1,371 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $82,380,000 | 1,776 |
| U.S. Government securities | $58,412,000 | 1,656 |
| U.S. Treasury securities | $8,691,000 | 327 |
| U.S. Government agency obligations | $49,721,000 | 1,816 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $8,642,000 | 758 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $8,642,000 | 499 |
| Foreign debt securities | $1,092,000 | 161 |
| Equity securities | $14,234,000 | 116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,075,000 | 4,840 |
| Mortgage-backed securities | $30,300,000 | 1,874 |
| Certificates of participation in pools of residential mortgages | $20,818,000 | 1,733 |
| Issued or guaranteed by U.S. | $20,818,000 | 1,731 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $9,482,000 | 1,543 |
| CMOs issued by government agencies or sponsored agencies | $9,482,000 | 1,446 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $166,000 | 2,356 |
| Available-for-sale securities (fair market value) | $82,214,000 | 1,616 |
| Total debt securities | $68,146,000 | 2,060 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,223 |
| Fair value | $2,003,000 | 1,262 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $83,973,000 | 1,756 |
| U.S. Government securities | $59,951,000 | 1,643 |
| U.S. Treasury securities | $8,718,000 | 292 |
| U.S. Government agency obligations | $51,233,000 | 1,814 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $8,587,000 | 785 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $8,587,000 | 524 |
| Foreign debt securities | $1,084,000 | 155 |
| Equity securities | $14,351,000 | 115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,241,000 | 4,830 |
| Mortgage-backed securities | $32,636,000 | 1,877 |
| Certificates of participation in pools of residential mortgages | $22,194,000 | 1,734 |
| Issued or guaranteed by U.S. | $22,194,000 | 1,733 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $10,442,000 | 1,546 |
| CMOs issued by government agencies or sponsored agencies | $10,442,000 | 1,443 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $167,000 | 2,406 |
| Available-for-sale securities (fair market value) | $83,806,000 | 1,611 |
| Total debt securities | $69,622,000 | 2,033 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,316 |
| Fair value | $2,000,000 | 1,396 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $88,887,000 | 1,657 |
| U.S. Government securities | $65,024,000 | 1,568 |
| U.S. Treasury securities | $8,755,000 | 296 |
| U.S. Government agency obligations | $56,269,000 | 1,700 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $9,573,000 | 757 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $9,573,000 | 499 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $14,290,000 | 113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,487,000 | 4,799 |
| Mortgage-backed securities | $35,309,000 | 1,798 |
| Certificates of participation in pools of residential mortgages | $23,863,000 | 1,665 |
| Issued or guaranteed by U.S. | $23,863,000 | 1,664 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $11,446,000 | 1,492 |
| CMOs issued by government agencies or sponsored agencies | $11,446,000 | 1,386 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $606,000 | 2,118 |
| Available-for-sale securities (fair market value) | $88,281,000 | 1,516 |
| Total debt securities | $74,597,000 | 1,918 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,486 |
| Fair value | $2,010,000 | 1,509 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $95,014,000 | 1,572 |
| U.S. Government securities | $74,956,000 | 1,417 |
| U.S. Treasury securities | $10,518,000 | 260 |
| U.S. Government agency obligations | $64,438,000 | 1,562 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $5,787,000 | 981 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $5,787,000 | 677 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $14,271,000 | 112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,761,000 | 5,083 |
| Mortgage-backed securities | $33,480,000 | 1,855 |
| Certificates of participation in pools of residential mortgages | $24,927,000 | 1,603 |
| Issued or guaranteed by U.S. | $24,927,000 | 1,600 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,553,000 | 1,716 |
| CMOs issued by government agencies or sponsored agencies | $8,553,000 | 1,625 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $611,000 | 2,159 |
| Available-for-sale securities (fair market value) | $94,403,000 | 1,432 |
| Total debt securities | $80,745,000 | 1,799 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 580 |
| Fair value | $9,948,000 | 599 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $100,770,000 | 1,447 |
| U.S. Government securities | $71,787,000 | 1,397 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $71,787,000 | 1,353 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $14,723,000 | 589 |
| Privately issued residential mortgage-backed securities | $8,493,000 | 334 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,230,000 | 598 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,260,000 | 113 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,543,000 | 1,798 |
| Certificates of participation in pools of residential mortgages | $25,050,000 | 1,503 |
| Issued or guaranteed by U.S. | $25,050,000 | 1,500 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $8,493,000 | 1,709 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $8,493,000 | 324 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $619,000 | 2,248 |
| Available-for-sale securities (fair market value) | $100,151,000 | 1,323 |
| Total debt securities | $86,510,000 | 1,619 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $96,496,000 | 1,466 |
| U.S. Government securities | $66,170,000 | 1,456 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $66,170,000 | 1,408 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $16,017,000 | 544 |
| Privately issued residential mortgage-backed securities | $9,719,000 | 325 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,298,000 | 568 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,309,000 | 117 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,475,000 | 1,611 |
| Certificates of participation in pools of residential mortgages | $26,756,000 | 1,385 |
| Issued or guaranteed by U.S. | $26,756,000 | 1,380 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $9,719,000 | 1,608 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $9,719,000 | 314 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $809,000 | 2,207 |
| Available-for-sale securities (fair market value) | $95,687,000 | 1,328 |
| Total debt securities | $82,187,000 | 1,648 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $102,342,000 | 1,400 |
| U.S. Government securities | $72,145,000 | 1,359 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $72,145,000 | 1,316 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $15,907,000 | 533 |
| Privately issued residential mortgage-backed securities | $9,541,000 | 348 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,366,000 | 522 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,290,000 | 113 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $34,868,000 | 1,638 |
| Certificates of participation in pools of residential mortgages | $25,327,000 | 1,403 |
| Issued or guaranteed by U.S. | $25,327,000 | 1,399 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $9,541,000 | 1,595 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $9,541,000 | 333 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $803,000 | 2,227 |
| Available-for-sale securities (fair market value) | $101,539,000 | 1,267 |
| Total debt securities | $88,052,000 | 1,556 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $101,505,000 | 1,377 |
| U.S. Government securities | $73,169,000 | 1,350 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $73,169,000 | 1,298 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $14,074,000 | 580 |
| Privately issued residential mortgage-backed securities | $7,709,000 | 407 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,365,000 | 520 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,262,000 | 119 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,236,000 | 1,729 |
| Certificates of participation in pools of residential mortgages | $23,527,000 | 1,447 |
| Issued or guaranteed by U.S. | $23,527,000 | 1,442 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $7,709,000 | 1,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $7,709,000 | 391 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $839,000 | 2,228 |
| Available-for-sale securities (fair market value) | $100,666,000 | 1,250 |
| Total debt securities | $87,243,000 | 1,555 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $88,538,000 | 1,506 |
| U.S. Government securities | $63,535,000 | 1,440 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $63,535,000 | 1,383 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $10,695,000 | 724 |
| Privately issued residential mortgage-backed securities | $4,399,000 | 542 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,296,000 | 516 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,308,000 | 120 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,776,000 | 2,011 |
| Certificates of participation in pools of residential mortgages | $19,377,000 | 1,595 |
| Issued or guaranteed by U.S. | $19,377,000 | 1,590 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,399,000 | 2,076 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $4,399,000 | 518 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $958,000 | 2,198 |
| Available-for-sale securities (fair market value) | $87,580,000 | 1,353 |
| Total debt securities | $74,230,000 | 1,715 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $83,233,000 | 1,549 |
| U.S. Government securities | $53,139,000 | 1,644 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $53,139,000 | 1,583 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $11,618,000 | 689 |
| Privately issued residential mortgage-backed securities | $5,237,000 | 550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,381,000 | 513 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,476,000 | 99 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,898,000 | 1,980 |
| Certificates of participation in pools of residential mortgages | $18,661,000 | 1,615 |
| Issued or guaranteed by U.S. | $18,661,000 | 1,611 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,237,000 | 1,926 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $5,237,000 | 526 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,238,000 | 2,122 |
| Available-for-sale securities (fair market value) | $81,995,000 | 1,406 |
| Total debt securities | $64,757,000 | 1,888 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $85,549,000 | 1,512 |
| U.S. Government securities | $54,958,000 | 1,612 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $54,958,000 | 1,553 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $12,123,000 | 691 |
| Privately issued residential mortgage-backed securities | $5,880,000 | 554 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,243,000 | 491 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,468,000 | 93 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,492,000 | 1,982 |
| Certificates of participation in pools of residential mortgages | $17,612,000 | 1,704 |
| Issued or guaranteed by U.S. | $17,612,000 | 1,696 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $5,880,000 | 1,786 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $5,880,000 | 534 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,943,000 | 796 |
| Available-for-sale securities (fair market value) | $68,606,000 | 1,606 |
| Total debt securities | $67,081,000 | 1,828 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $88,595,000 | 1,472 |
| U.S. Government securities | $57,591,000 | 1,568 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $57,591,000 | 1,519 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $12,643,000 | 689 |
| Privately issued residential mortgage-backed securities | $6,474,000 | 556 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,169,000 | 514 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,361,000 | 90 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,609,000 | 1,975 |
| Certificates of participation in pools of residential mortgages | $18,135,000 | 1,747 |
| Issued or guaranteed by U.S. | $18,135,000 | 1,745 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,474,000 | 1,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $6,474,000 | 536 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,865,000 | 804 |
| Available-for-sale securities (fair market value) | $71,730,000 | 1,578 |
| Total debt securities | $70,234,000 | 1,774 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $80,840,000 | 1,567 |
| U.S. Government securities | $49,073,000 | 1,775 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $49,073,000 | 1,723 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $13,288,000 | 692 |
| Privately issued residential mortgage-backed securities | $7,197,000 | 554 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,091,000 | 522 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,479,000 | 93 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $26,811,000 | 1,887 |
| Certificates of participation in pools of residential mortgages | $19,614,000 | 1,706 |
| Issued or guaranteed by U.S. | $19,614,000 | 1,701 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $7,197,000 | 1,591 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $7,197,000 | 532 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,496,000 | 738 |
| Available-for-sale securities (fair market value) | $61,344,000 | 1,787 |
| Total debt securities | $62,361,000 | 1,962 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $75,733,000 | 1,667 |
| U.S. Government securities | $43,491,000 | 1,947 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,491,000 | 1,890 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $13,665,000 | 737 |
| Privately issued residential mortgage-backed securities | $7,763,000 | 582 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,902,000 | 571 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,577,000 | 113 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $28,493,000 | 1,848 |
| Certificates of participation in pools of residential mortgages | $20,730,000 | 1,692 |
| Issued or guaranteed by U.S. | $20,730,000 | 1,687 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $7,763,000 | 1,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $7,763,000 | 558 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,817,000 | 762 |
| Available-for-sale securities (fair market value) | $55,916,000 | 1,917 |
| Total debt securities | $57,156,000 | 2,113 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $64,364,000 | 1,900 |
| U.S. Government securities | $32,788,000 | 2,436 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,788,000 | 2,379 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $13,415,000 | 760 |
| Privately issued residential mortgage-backed securities | $8,465,000 | 570 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,950,000 | 682 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,161,000 | 132 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,250,000 | 1,780 |
| Certificates of participation in pools of residential mortgages | $21,785,000 | 1,664 |
| Issued or guaranteed by U.S. | $21,785,000 | 1,657 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $8,465,000 | 1,482 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $8,465,000 | 545 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,526,000 | 767 |
| Available-for-sale securities (fair market value) | $44,838,000 | 2,250 |
| Total debt securities | $46,203,000 | 2,457 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $64,125,000 | 1,887 |
| U.S. Government securities | $32,126,000 | 2,509 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,126,000 | 2,449 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $13,796,000 | 710 |
| Privately issued residential mortgage-backed securities | $9,240,000 | 549 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,556,000 | 702 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,203,000 | 140 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,304,000 | 1,708 |
| Certificates of participation in pools of residential mortgages | $23,064,000 | 1,623 |
| Issued or guaranteed by U.S. | $23,064,000 | 1,611 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,240,000 | 1,426 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $9,240,000 | 522 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,674,000 | 757 |
| Available-for-sale securities (fair market value) | $44,451,000 | 2,278 |
| Total debt securities | $45,922,000 | 2,479 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $65,409,000 | 1,821 |
| U.S. Government securities | $33,147,000 | 2,447 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,147,000 | 2,398 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $13,105,000 | 708 |
| Privately issued residential mortgage-backed securities | $9,568,000 | 516 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,537,000 | 810 |
| Foreign debt securities | NA | NA |
| Equity securities | $19,157,000 | 121 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,526,000 | 1,609 |
| Certificates of participation in pools of residential mortgages | $23,958,000 | 1,546 |
| Issued or guaranteed by U.S. | $23,958,000 | 1,537 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $9,568,000 | 1,349 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $9,568,000 | 489 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,637,000 | 737 |
| Available-for-sale securities (fair market value) | $44,772,000 | 2,254 |
| Total debt securities | $46,252,000 | 2,446 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $70,119,000 | 1,687 |
| U.S. Government securities | $35,500,000 | 2,242 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,500,000 | 2,197 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $13,329,000 | 692 |
| Privately issued residential mortgage-backed securities | $9,973,000 | 506 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,356,000 | 814 |
| Foreign debt securities | NA | NA |
| Equity securities | $21,290,000 | 104 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $34,565,000 | 1,502 |
| Certificates of participation in pools of residential mortgages | $24,592,000 | 1,440 |
| Issued or guaranteed by U.S. | $24,592,000 | 1,429 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $9,973,000 | 1,272 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $9,973,000 | 483 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,828,000 | 676 |
| Available-for-sale securities (fair market value) | $47,291,000 | 2,075 |
| Total debt securities | $48,829,000 | 2,283 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $74,066,000 | 1,616 |
| U.S. Government securities | $36,531,000 | 2,228 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,531,000 | 2,185 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $13,967,000 | 705 |
| Privately issued residential mortgage-backed securities | $10,301,000 | 506 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,666,000 | 850 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,568,000 | 133 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,858,000 | 1,436 |
| Certificates of participation in pools of residential mortgages | $25,557,000 | 1,388 |
| Issued or guaranteed by U.S. | $25,557,000 | 1,377 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $10,301,000 | 1,232 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $10,301,000 | 479 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,107,000 | 622 |
| Available-for-sale securities (fair market value) | $48,959,000 | 2,075 |
| Total debt securities | $50,498,000 | 2,245 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $75,719,000 | 1,570 |
| U.S. Government securities | $40,574,000 | 2,025 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,574,000 | 1,985 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $9,845,000 | 847 |
| Privately issued residential mortgage-backed securities | $8,965,000 | 514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $880,000 | 1,606 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,300,000 | 146 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $37,393,000 | 1,357 |
| Certificates of participation in pools of residential mortgages | $28,428,000 | 1,216 |
| Issued or guaranteed by U.S. | $28,428,000 | 1,206 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,965,000 | 1,310 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $8,965,000 | 487 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,506,000 | 2,399 |
| Available-for-sale securities (fair market value) | $74,213,000 | 1,398 |
| Total debt securities | $50,419,000 | 2,247 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $78,352,000 | 1,522 |
| U.S. Government securities | $42,520,000 | 1,935 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,520,000 | 1,893 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $10,018,000 | 789 |
| Privately issued residential mortgage-backed securities | $9,118,000 | 475 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $900,000 | 1,476 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,814,000 | 137 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $39,583,000 | 1,170 |
| Certificates of participation in pools of residential mortgages | $30,465,000 | 1,015 |
| Issued or guaranteed by U.S. | $30,465,000 | 1,006 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,118,000 | 1,218 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $9,118,000 | 449 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,581,000 | 2,425 |
| Available-for-sale securities (fair market value) | $76,771,000 | 1,356 |
| Total debt securities | $52,538,000 | 2,153 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $81,213,000 | 1,467 |
| U.S. Government securities | $44,948,000 | 1,870 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,948,000 | 1,831 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $10,413,000 | 727 |
| Privately issued residential mortgage-backed securities | $9,500,000 | 429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $913,000 | 1,451 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,852,000 | 139 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $42,516,000 | 1,050 |
| Certificates of participation in pools of residential mortgages | $33,016,000 | 905 |
| Issued or guaranteed by U.S. | $33,016,000 | 898 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $9,500,000 | 1,141 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $9,500,000 | 407 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,544,000 | 2,496 |
| Available-for-sale securities (fair market value) | $79,669,000 | 1,297 |
| Total debt securities | $55,361,000 | 2,037 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $84,158,000 | 1,410 |
| U.S. Government securities | $47,597,000 | 1,784 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,597,000 | 1,734 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $10,727,000 | 676 |
| Privately issued residential mortgage-backed securities | $9,750,000 | 410 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $977,000 | 1,388 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,834,000 | 123 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $45,580,000 | 979 |
| Certificates of participation in pools of residential mortgages | $35,830,000 | 845 |
| Issued or guaranteed by U.S. | $35,830,000 | 836 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $9,750,000 | 1,086 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $9,750,000 | 390 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,531,000 | 2,527 |
| Available-for-sale securities (fair market value) | $82,627,000 | 1,247 |
| Total debt securities | $58,324,000 | 1,921 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $91,891,000 | 1,306 |
| U.S. Government securities | $54,513,000 | 1,560 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $54,513,000 | 1,524 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $11,367,000 | 674 |
| Privately issued residential mortgage-backed securities | $10,384,000 | 393 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $983,000 | 1,421 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,011,000 | 121 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $50,042,000 | 914 |
| Certificates of participation in pools of residential mortgages | $39,658,000 | 779 |
| Issued or guaranteed by U.S. | $39,658,000 | 769 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $10,384,000 | 1,048 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $10,384,000 | 370 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,769,000 | 2,495 |
| Available-for-sale securities (fair market value) | $90,122,000 | 1,152 |
| Total debt securities | $65,880,000 | 1,746 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $95,145,000 | 1,291 |
| U.S. Government securities | $57,425,000 | 1,525 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $57,425,000 | 1,491 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $11,745,000 | 643 |
| Privately issued residential mortgage-backed securities | $10,776,000 | 371 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $969,000 | 1,446 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,975,000 | 125 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $53,378,000 | 881 |
| Certificates of participation in pools of residential mortgages | $42,602,000 | 755 |
| Issued or guaranteed by U.S. | $42,602,000 | 746 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $10,776,000 | 1,011 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $10,776,000 | 353 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,549,000 | 2,627 |
| Available-for-sale securities (fair market value) | $93,596,000 | 1,129 |
| Total debt securities | $69,170,000 | 1,684 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $98,694,000 | 1,263 |
| U.S. Government securities | $60,431,000 | 1,484 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $60,431,000 | 1,443 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $12,245,000 | 631 |
| Privately issued residential mortgage-backed securities | $11,276,000 | 364 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $969,000 | 1,463 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,018,000 | 125 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $56,931,000 | 840 |
| Certificates of participation in pools of residential mortgages | $45,655,000 | 730 |
| Issued or guaranteed by U.S. | $45,655,000 | 719 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $11,276,000 | 969 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $11,276,000 | 343 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,556,000 | 2,686 |
| Available-for-sale securities (fair market value) | $97,138,000 | 1,101 |
| Total debt securities | $72,676,000 | 1,632 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $101,328,000 | 1,227 |
| U.S. Government securities | $62,931,000 | 1,433 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $62,931,000 | 1,402 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $12,538,000 | 620 |
| Privately issued residential mortgage-backed securities | $11,570,000 | 359 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $968,000 | 1,504 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,859,000 | 126 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $59,972,000 | 809 |
| Certificates of participation in pools of residential mortgages | $48,402,000 | 698 |
| Issued or guaranteed by U.S. | $48,402,000 | 691 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $11,570,000 | 943 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $11,570,000 | 340 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,566,000 | 2,712 |
| Available-for-sale securities (fair market value) | $99,762,000 | 1,064 |
| Total debt securities | $75,469,000 | 1,567 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $107,483,000 | 1,166 |
| U.S. Government securities | $68,304,000 | 1,331 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $68,304,000 | 1,291 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $13,252,000 | 612 |
| Privately issued residential mortgage-backed securities | $12,290,000 | 350 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $962,000 | 1,583 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,927,000 | 118 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $65,898,000 | 755 |
| Certificates of participation in pools of residential mortgages | $53,608,000 | 659 |
| Issued or guaranteed by U.S. | $53,608,000 | 651 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $12,290,000 | 920 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $12,290,000 | 331 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,716,000 | 2,708 |
| Available-for-sale securities (fair market value) | $105,767,000 | 1,017 |
| Total debt securities | $81,556,000 | 1,468 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $112,696,000 | 1,116 |
| U.S. Government securities | $72,858,000 | 1,237 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $72,858,000 | 1,192 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $13,808,000 | 617 |
| Privately issued residential mortgage-backed securities | $12,848,000 | 350 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $960,000 | 1,685 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,030,000 | 126 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $70,934,000 | 724 |
| Certificates of participation in pools of residential mortgages | $58,086,000 | 623 |
| Issued or guaranteed by U.S. | $58,086,000 | 616 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $12,848,000 | 897 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $12,848,000 | 332 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,073,000 | 2,603 |
| Available-for-sale securities (fair market value) | $110,623,000 | 956 |
| Total debt securities | $86,666,000 | 1,379 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $124,819,000 | 985 |
| U.S. Government securities | $79,122,000 | 1,138 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $79,122,000 | 1,095 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $19,599,000 | 526 |
| Privately issued residential mortgage-backed securities | $13,641,000 | 338 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,958,000 | 657 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,098,000 | 123 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $77,887,000 | 678 |
| Certificates of participation in pools of residential mortgages | $64,246,000 | 577 |
| Issued or guaranteed by U.S. | $64,246,000 | 570 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $13,641,000 | 873 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $13,641,000 | 319 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,341,000 | 2,544 |
| Available-for-sale securities (fair market value) | $122,478,000 | 847 |
| Total debt securities | $98,721,000 | 1,211 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $128,188,000 | 953 |
| U.S. Government securities | $86,661,000 | 1,050 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $86,661,000 | 1,012 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $15,438,000 | 601 |
| Privately issued residential mortgage-backed securities | $14,491,000 | 330 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $947,000 | 1,840 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,089,000 | 126 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $86,200,000 | 642 |
| Certificates of participation in pools of residential mortgages | $71,709,000 | 547 |
| Issued or guaranteed by U.S. | $71,709,000 | 537 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $14,491,000 | 856 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $14,491,000 | 312 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,735,000 | 2,471 |
| Available-for-sale securities (fair market value) | $125,453,000 | 818 |
| Total debt securities | $102,099,000 | 1,186 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $130,942,000 | 957 |
| U.S. Government securities | $92,204,000 | 1,018 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $92,204,000 | 977 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $12,854,000 | 671 |
| Privately issued residential mortgage-backed securities | $11,898,000 | 349 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $956,000 | 1,917 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,884,000 | 136 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $89,322,000 | 641 |
| Certificates of participation in pools of residential mortgages | $77,424,000 | 529 |
| Issued or guaranteed by U.S. | $77,424,000 | 523 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $11,898,000 | 988 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $11,898,000 | 322 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,406,000 | 749 |
| Available-for-sale securities (fair market value) | $102,536,000 | 1,055 |
| Total debt securities | $105,058,000 | 1,166 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $133,813,000 | 951 |
| U.S. Government securities | $94,442,000 | 1,006 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $94,442,000 | 971 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $13,548,000 | 680 |
| Privately issued residential mortgage-backed securities | $12,600,000 | 339 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $948,000 | 1,998 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,823,000 | 142 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $92,073,000 | 651 |
| Certificates of participation in pools of residential mortgages | $79,473,000 | 540 |
| Issued or guaranteed by U.S. | $79,473,000 | 537 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $12,600,000 | 970 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $12,600,000 | 312 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,470,000 | 743 |
| Available-for-sale securities (fair market value) | $105,343,000 | 1,037 |
| Total debt securities | $107,990,000 | 1,156 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $123,241,000 | 1,035 |
| U.S. Government securities | $93,621,000 | 1,008 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $93,621,000 | 964 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $3,937,000 | 1,320 |
| Privately issued residential mortgage-backed securities | $2,977,000 | 513 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $960,000 | 2,048 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,683,000 | 150 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $89,622,000 | 675 |
| Certificates of participation in pools of residential mortgages | $86,645,000 | 503 |
| Issued or guaranteed by U.S. | $86,645,000 | 500 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,977,000 | 1,902 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $2,977,000 | 477 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,743,000 | 800 |
| Available-for-sale securities (fair market value) | $97,498,000 | 1,108 |
| Total debt securities | $97,558,000 | 1,272 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $131,252,000 | 975 |
| U.S. Government securities | $101,893,000 | 951 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $101,893,000 | 914 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $3,905,000 | 1,354 |
| Privately issued residential mortgage-backed securities | $2,985,000 | 512 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $920,000 | 2,169 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,454,000 | 155 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $98,177,000 | 635 |
| Certificates of participation in pools of residential mortgages | $95,192,000 | 479 |
| Issued or guaranteed by U.S. | $95,192,000 | 476 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,985,000 | 1,928 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $2,985,000 | 483 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,830,000 | 758 |
| Available-for-sale securities (fair market value) | $103,422,000 | 1,059 |
| Total debt securities | $105,798,000 | 1,186 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $144,266,000 | 908 |
| U.S. Government securities | $117,793,000 | 834 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $117,793,000 | 799 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $884,000 | 2,650 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $884,000 | 2,263 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,589,000 | 170 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $110,648,000 | 602 |
| Certificates of participation in pools of residential mortgages | $110,648,000 | 432 |
| Issued or guaranteed by U.S. | $110,648,000 | 427 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,533,000 | 793 |
| Available-for-sale securities (fair market value) | $118,733,000 | 942 |
| Total debt securities | $118,677,000 | 1,068 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $138,891,000 | 973 |
| U.S. Government securities | $127,614,000 | 805 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $127,614,000 | 773 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $780,000 | 2,766 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $780,000 | 2,454 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,497,000 | 361 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $119,603,000 | 573 |
| Certificates of participation in pools of residential mortgages | $119,486,000 | 419 |
| Issued or guaranteed by U.S. | $119,486,000 | 414 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $117,000 | 3,657 |
| CMOs issued by government agencies or sponsored agencies | $117,000 | 3,483 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,456,000 | 1,433 |
| Available-for-sale securities (fair market value) | $128,435,000 | 894 |
| Total debt securities | $128,394,000 | 1,015 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $155,642,000 | 870 |
| U.S. Government securities | $144,414,000 | 714 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $144,414,000 | 684 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $780,000 | 2,888 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $780,000 | 2,571 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,448,000 | 389 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $134,602,000 | 525 |
| Certificates of participation in pools of residential mortgages | $134,002,000 | 377 |
| Issued or guaranteed by U.S. | $134,002,000 | 370 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $600,000 | 3,132 |
| CMOs issued by government agencies or sponsored agencies | $600,000 | 2,971 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,343,000 | 1,164 |
| Available-for-sale securities (fair market value) | $141,299,000 | 817 |
| Total debt securities | $145,194,000 | 893 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $184,592,000 | 727 |
| U.S. Government securities | $173,360,000 | 601 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $173,360,000 | 580 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $780,000 | 2,955 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $780,000 | 2,627 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,452,000 | 409 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $161,056,000 | 478 |
| Certificates of participation in pools of residential mortgages | $159,369,000 | 317 |
| Issued or guaranteed by U.S. | $159,369,000 | 312 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,687,000 | 2,658 |
| CMOs issued by government agencies or sponsored agencies | $1,687,000 | 2,514 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,889,000 | 1,062 |
| Available-for-sale securities (fair market value) | $168,703,000 | 675 |
| Total debt securities | $174,140,000 | 739 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $175,124,000 | 749 |
| U.S. Government securities | $163,946,000 | 625 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $163,946,000 | 604 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $780,000 | 3,000 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $780,000 | 2,651 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,398,000 | 408 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $154,760,000 | 475 |
| Certificates of participation in pools of residential mortgages | $151,804,000 | 324 |
| Issued or guaranteed by U.S. | $151,804,000 | 320 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,956,000 | 2,256 |
| CMOs issued by government agencies or sponsored agencies | $2,956,000 | 2,138 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,097,000 | 1,084 |
| Available-for-sale securities (fair market value) | $159,027,000 | 694 |
| Total debt securities | $164,726,000 | 763 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $165,447,000 | 764 |
| U.S. Government securities | $154,331,000 | 617 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $154,331,000 | 591 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $780,000 | 3,012 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $780,000 | 2,673 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,336,000 | 404 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $145,169,000 | 471 |
| Certificates of participation in pools of residential mortgages | $137,699,000 | 327 |
| Issued or guaranteed by U.S. | $137,699,000 | 323 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $7,470,000 | 1,486 |
| CMOs issued by government agencies or sponsored agencies | $7,470,000 | 1,384 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,474,000 | 1,178 |
| Available-for-sale securities (fair market value) | $150,973,000 | 708 |
| Total debt securities | $155,111,000 | 785 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $139,689,000 | 824 |
| U.S. Government securities | $138,644,000 | 620 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $138,644,000 | 590 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $1,045,000 | 2,836 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,045,000 | 2,438 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $123,637,000 | 486 |
| Certificates of participation in pools of residential mortgages | $96,883,000 | 382 |
| Issued or guaranteed by U.S. | $96,883,000 | 378 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $26,754,000 | 689 |
| CMOs issued by government agencies or sponsored agencies | $26,754,000 | 621 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $139,689,000 | 687 |
| Total debt securities | $139,689,000 | 803 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $106,723,000 | 1,042 |
| U.S. Government securities | $105,813,000 | 793 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $105,813,000 | 741 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $910,000 | 2,585 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $910,000 | 2,264 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $95,446,000 | 499 |
| Certificates of participation in pools of residential mortgages | $74,675,000 | 412 |
| Issued or guaranteed by U.S. | $74,675,000 | 408 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $20,771,000 | 659 |
| CMOs issued by government agencies or sponsored agencies | $20,771,000 | 587 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $799,000 | 4,634 |
| Available-for-sale securities (fair market value) | $105,924,000 | 816 |
| Total debt securities | $106,723,000 | 1,002 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $97,301,000 | 1,169 |
| U.S. Government securities | $97,301,000 | 901 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $97,301,000 | 826 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $87,317,000 | 576 |
| Certificates of participation in pools of residential mortgages | $61,333,000 | 507 |
| Issued or guaranteed by U.S. | $61,333,000 | 504 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $25,984,000 | 629 |
| CMOs issued by government agencies or sponsored agencies | $25,984,000 | 558 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,469,000 | 3,235 |
| Available-for-sale securities (fair market value) | $92,832,000 | 940 |
| Total debt securities | $97,301,000 | 1,126 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $94,222,000 | 1,234 |
| U.S. Government securities | $94,222,000 | 959 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $94,222,000 | 828 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $85,734,000 | 606 |
| Certificates of participation in pools of residential mortgages | $51,068,000 | 627 |
| Issued or guaranteed by U.S. | $51,068,000 | 620 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $34,666,000 | 524 |
| CMOs issued by government agencies or sponsored agencies | $34,666,000 | 467 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,937,000 | 2,685 |
| Available-for-sale securities (fair market value) | $86,285,000 | 1,001 |
| Total debt securities | $94,222,000 | 1,188 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $83,627,000 | 1,379 |
| U.S. Government securities | $83,262,000 | 1,113 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $83,262,000 | 908 |
| Securities issued by states & political subdivisions | $351,000 | 7,064 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,000 | 7,823 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $54,408,000 | 821 |
| Certificates of participation in pools of residential mortgages | $37,963,000 | 783 |
| Issued or guaranteed by U.S. | $37,963,000 | 770 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $16,445,000 | 782 |
| CMOs issued by government agencies or sponsored agencies | $16,445,000 | 743 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,245,000 | 2,426 |
| Available-for-sale securities (fair market value) | $71,382,000 | 1,114 |
| Total debt securities | $83,613,000 | 1,331 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $85,383,000 | 1,410 |
| U.S. Government securities | $76,430,000 | 1,262 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $76,430,000 | 992 |
| Securities issued by states & political subdivisions | $703,000 | 6,641 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,035,000 | 497 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-215,000 | 1,133 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $54,359,000 | 876 |
| Certificates of participation in pools of residential mortgages | $37,178,000 | 844 |
| Issued or guaranteed by U.S. | $37,178,000 | 825 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $17,181,000 | 816 |
| CMOs issued by government agencies or sponsored agencies | $17,181,000 | 763 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,690,000 | 2,409 |
| Available-for-sale securities (fair market value) | $70,693,000 | 1,162 |
| Total debt securities | $77,133,000 | 1,523 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $69,062,000 | 1,827 |
| U.S. Government securities | $67,123,000 | 1,521 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $67,123,000 | 1,113 |
| Securities issued by states & political subdivisions | $707,000 | 6,884 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,045,000 | 2,112 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-187,000 | 1,178 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $57,220,000 | 873 |
| Certificates of participation in pools of residential mortgages | $39,621,000 | 820 |
| Issued or guaranteed by U.S. | $39,621,000 | 798 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $17,599,000 | 918 |
| CMOs issued by government agencies or sponsored agencies | $17,599,000 | 856 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,002,000 | 2,092 |
| Available-for-sale securities (fair market value) | $50,060,000 | 1,686 |
| Total debt securities | $67,830,000 | 1,795 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $67,000,000 | 1,954 |
| U.S. Government securities | $66,122,000 | 1,606 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $66,122,000 | 1,086 |
| Securities issued by states & political subdivisions | $712,000 | 7,206 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 7,358 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-132,000 | 1,200 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $54,223,000 | 956 |
| Certificates of participation in pools of residential mortgages | $33,094,000 | 940 |
| Issued or guaranteed by U.S. | $33,094,000 | 924 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $21,129,000 | 865 |
| CMOs issued by government agencies or sponsored agencies | $21,129,000 | 805 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $59,478,000 | 1,252 |
| Available-for-sale securities (fair market value) | $7,522,000 | 5,649 |
| Total debt securities | $66,834,000 | 1,911 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $50,013,000 | 2,773 |
| U.S. Government securities | $49,024,000 | 2,250 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $49,024,000 | 1,453 |
| Securities issued by states & political subdivisions | $715,000 | 7,366 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 8,260 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-264,000 | 1,381 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $45,038,000 | 1,207 |
| Certificates of participation in pools of residential mortgages | $23,432,000 | 1,320 |
| Issued or guaranteed by U.S. | $23,432,000 | 1,299 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $21,606,000 | 996 |
| CMOs issued by government agencies or sponsored agencies | $21,606,000 | 909 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $49,739,000 | 2,701 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $48,257,000 | 2,833 |
| U.S. Government securities | $43,779,000 | 2,471 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $43,779,000 | 1,557 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $4,080,000 | 1,930 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,080,000 | 1,363 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 8,142 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-388,000 | 1,699 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $39,795,000 | 1,352 |
| Certificates of participation in pools of residential mortgages | $39,795,000 | 893 |
| Issued or guaranteed by U.S. | $39,795,000 | 857 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $47,859,000 | 2,775 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |